+3,803.9%
ORLY vs AVAV
+478.6%
+3,325.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -5.9% | -13.9% | +8.0% | -4.7% |
| 3M | -0.6% | -29.2% | +28.7% | +2.0% |
| 6M | -6.8% | -36.1% | +29.4% | -3.9% |
| YTD | -3.6% | -40.2% | +36.6% | -1.0% |
| 1Y | -16.3% | -36.2% | +19.9% | -15.4% |
| 3Y | +39.1% | +47.5% | -8.4% | +22.7% |
| 5Y | +125.4% | +39.3% | +86.2% | +94.1% |
| 10Y | +366.5% | +482.6% | -116.0% | +207.7% |
| All | +3,803.9% | +478.6% | +3,325.3% | +2,170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling